+4.7%
BND vs SITM
+4,437.5%
-4,432.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -0.1% | +3.7% | -3.8% | -0.2% |
| 30D | -0.2% | -14.5% | +14.3% | -0.1% |
| 3M | -0.7% | -10.6% | +9.9% | -0.7% |
| 6M | -1.7% | +65.5% | -67.2% | -2.3% |
| YTD | -0.5% | +67.0% | -67.5% | -1.3% |
| 1Y | +0.4% | +138.6% | -138.2% | -0.8% |
| 3Y | +13.1% | +421.8% | -408.7% | +10.2% |
| 5Y | -2.1% | +172.4% | -174.5% | -4.8% |
| All | +4.7% | +4,437.5% | -4,432.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling